Anic Equity¶

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Total return since start: 0.738 %¶

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Equity now: -----------------------------> 53103.06 Kr¶

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'New Equity High!!!'
'Max Equity: -----------------------------------------> 53103.06 Kr'
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Max Equity ever reached: ------------> 53103.06 Kr¶

Portfolio value: --------------------------> 33265.42 Kr¶

PnL: ---------------------------------------> 16.25 Kr¶

DD now: ---------------------------------> 0.0 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 15:47:37.941651'

Anic Portfolio¶

Today¶

Return: 0.069 %¶

This Week¶

Return: 0.069 %¶

Total¶

Return: 73.846 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
New Wave B 20 1.820000 3916.000000 10.000000 0.260000 3906.000000
Investor A 16 -0.050000 3545.600000 9.600000 0.270000 3536.000000
Ambea 68 2.700000 2537.760000 6.800000 0.270000 2530.960000
Xvivo Perfusion 3 0.090000 848.250000 5.250000 0.620000 843.000000
Indutrade 5 0.950000 1321.500000 4.500000 0.340000 1317.000000
SynAct Pharma 9 2.570000 647.100000 4.500000 0.700000 642.600000
Lundin Gold 7 1.310000 975.800000 4.200000 0.430000 971.600000
NCC B 7 1.680000 655.550000 3.850000 0.590000 651.700000
Latour B 2 1.260000 451.400000 3.000000 0.670000 448.400000
Addtech B 3 2.360000 701.400000 3.000000 0.430000 698.400000
BHG Group 49 -2.460000 640.430000 2.940000 0.460000 637.490000
Lime Technologies 2 7.030000 594.000000 2.000000 0.340000 592.000000
Fortnox 10 -0.270000 667.000000 1.400000 0.210000 665.600000
Sdiptech B 3 2.090000 821.400000 1.200000 0.150000 820.200000
Creades A 7 1.100000 609.000000 0.350000 0.060000 608.650000
Wästbygg Gruppen B 80 3.770000 2864.000000 0.000000 0.000000 2864.000000
Volati 5 1.960000 573.000000 0.000000 0.000000 573.000000
Vitrolife 3 -0.530000 675.000000 0.000000 0.000000 675.000000
Profoto Holding 7 -1.190000 581.000000 0.000000 0.000000 581.000000
NCC A 6 0.610000 597.600000 0.000000 0.000000 597.600000
Eastnine 6 1.110000 655.200000 0.000000 0.000000 655.200000
Biotage 4 -0.200000 600.400000 -0.400000 -0.070000 600.800000
SCA A 4 -0.930000 597.600000 -0.800000 -0.130000 598.400000
Humana 40 0.960000 670.400000 -1.600000 -0.240000 672.000000
Sampo Oyj SDB 1 -0.200000 502.000000 -2.000000 -0.400000 504.000000
Embracer Group B 26 1.510000 657.280000 -2.340000 -0.350000 659.620000
BONESUPPORT HOLDING 10 0.660000 1214.000000 -7.000000 -0.570000 1221.000000
Gaming Innovation Group 161 0.590000 4145.750000 -32.200000 -0.770000 4177.950000
TOTAL 33265.420000 16.250000 0.0% 33249.170000

Updated:¶

'2023-06-07 15:47:52.480639'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶